When we use Electrum wallet, we have to use some random electrum server unless we do own one. I have no problem relying on someone while using Electrum wallet as I use Electrum for a very small amount of transactions which I do regularly. I used to save some little funds in my Electrum wallet. However, sometimes, I have to receive the fund from my main wallet too. As I don't use mixer most of the time, it's connecting me directly with one of my addresses from my wallet. I can use different addresses when transacting, so no issue when I send. My other addresses aren't getting connected with one another.

But, since I'm relying on other servers, am I leaking any info? I think YES. But what are they exactly? What data can a server monitor when I'm using that server?

How can they monitor the data? I mean how this works exactly?
If the data are confidential, which I think will be confidential, I will set up my personal server maybe.